Do Industries Lead Stock Markets? A Reexamination

Yiuman Tse

doi:10.1016/j.jempfin.2015.10.003

Do Industries Lead Stock Markets? A Reexamination

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Empirical Finance
Volume	34
DOIs	https://doi.org/10.1016/j.jempfin.2015.10.003
State	Published - Jan 12 2015

Disciplines

Economics
Finance

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title = "Do Industries Lead Stock Markets? A Reexamination",

author = "Yiuman Tse",

note = "Hong et al. (2007) report that a number of U.S. industry returns can forecast the stock market using monthly data. Reexamining their results with an e...",

year = "2015",

month = jan,

day = "12",

doi = "10.1016/j.jempfin.2015.10.003",

language = "American English",

volume = "34",

journal = "Journal of Empirical Finance",

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T1 - Do Industries Lead Stock Markets? A Reexamination

AU - Tse, Yiuman

N1 - Hong et al. (2007) report that a number of U.S. industry returns can forecast the stock market using monthly data. Reexamining their results with an e...

PY - 2015/1/12

Y1 - 2015/1/12

UR - https://www.sciencedirect.com/science/article/pii/S0927539815001012

U2 - 10.1016/j.jempfin.2015.10.003

DO - 10.1016/j.jempfin.2015.10.003

M3 - Article

VL - 34

JO - Journal of Empirical Finance

JF - Journal of Empirical Finance

ER -

Do Industries Lead Stock Markets? A Reexamination

Disciplines

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